+1,475.9%
XLK vs LNG
+11,602.4%
-10,126.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.2% | -4.7% | +4.9% | +0.5% |
| 30D | -0.6% | +3.8% | -4.4% | -0.9% |
| 3M | +2.6% | +16.2% | -13.6% | +1.5% |
| 6M | +34.0% | +11.7% | +22.3% | +32.7% |
| YTD | +30.7% | +44.2% | -13.5% | +27.4% |
| 1Y | +39.2% | +18.6% | +20.6% | +37.3% |
| 3Y | +120.4% | +77.4% | +43.0% | +111.8% |
| 5Y | +148.8% | +232.3% | -83.5% | +129.7% |
| 10Y | +803.3% | +550.1% | +253.2% | +697.8% |
| All | +1,475.9% | +11,602.4% | -10,126.6% | +1,017.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling